| Trading Metrics calculated at close of trading on 06-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2022 |
06-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1,727.5 |
1,741.5 |
14.0 |
0.8% |
1,763.5 |
| High |
1,742.8 |
1,750.5 |
7.7 |
0.4% |
1,795.1 |
| Low |
1,680.2 |
1,710.6 |
30.4 |
1.8% |
1,680.4 |
| Close |
1,741.7 |
1,728.6 |
-13.1 |
-0.8% |
1,728.5 |
| Range |
62.6 |
39.9 |
-22.7 |
-36.3% |
114.7 |
| ATR |
54.2 |
53.2 |
-1.0 |
-1.9% |
0.0 |
| Volume |
202,324 |
186,369 |
-15,955 |
-7.9% |
996,073 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,849.6 |
1,829.0 |
1,750.5 |
|
| R3 |
1,809.7 |
1,789.1 |
1,739.6 |
|
| R2 |
1,769.8 |
1,769.8 |
1,735.9 |
|
| R1 |
1,749.2 |
1,749.2 |
1,732.3 |
1,739.6 |
| PP |
1,729.9 |
1,729.9 |
1,729.9 |
1,725.1 |
| S1 |
1,709.3 |
1,709.3 |
1,724.9 |
1,699.7 |
| S2 |
1,690.0 |
1,690.0 |
1,721.3 |
|
| S3 |
1,650.1 |
1,669.4 |
1,717.6 |
|
| S4 |
1,610.2 |
1,629.5 |
1,706.7 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,078.8 |
2,018.3 |
1,791.6 |
|
| R3 |
1,964.1 |
1,903.6 |
1,760.0 |
|
| R2 |
1,849.4 |
1,849.4 |
1,749.5 |
|
| R1 |
1,788.9 |
1,788.9 |
1,739.0 |
1,761.8 |
| PP |
1,734.7 |
1,734.7 |
1,734.7 |
1,721.1 |
| S1 |
1,674.2 |
1,674.2 |
1,718.0 |
1,647.1 |
| S2 |
1,620.0 |
1,620.0 |
1,707.5 |
|
| S3 |
1,505.3 |
1,559.5 |
1,697.0 |
|
| S4 |
1,390.6 |
1,444.8 |
1,665.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,750.5 |
1,680.2 |
70.3 |
4.1% |
48.7 |
2.8% |
69% |
True |
False |
199,742 |
| 10 |
1,795.1 |
1,658.8 |
136.3 |
7.9% |
48.3 |
2.8% |
51% |
False |
False |
206,216 |
| 20 |
1,920.4 |
1,640.7 |
279.7 |
16.2% |
54.9 |
3.2% |
31% |
False |
False |
223,579 |
| 40 |
1,920.4 |
1,640.7 |
279.7 |
16.2% |
55.5 |
3.2% |
31% |
False |
False |
112,130 |
| 60 |
2,062.0 |
1,640.7 |
421.3 |
24.4% |
54.8 |
3.2% |
21% |
False |
False |
74,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,920.1 |
|
2.618 |
1,855.0 |
|
1.618 |
1,815.1 |
|
1.000 |
1,790.4 |
|
0.618 |
1,775.2 |
|
HIGH |
1,750.5 |
|
0.618 |
1,735.3 |
|
0.500 |
1,730.6 |
|
0.382 |
1,725.8 |
|
LOW |
1,710.6 |
|
0.618 |
1,685.9 |
|
1.000 |
1,670.7 |
|
1.618 |
1,646.0 |
|
2.618 |
1,606.1 |
|
4.250 |
1,541.0 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,730.6 |
1,724.2 |
| PP |
1,729.9 |
1,719.8 |
| S1 |
1,729.3 |
1,715.4 |
|